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## Mathematical Statistics

by: Mrs. Triston Collier

11

0

1

# Mathematical Statistics STAT 710

Mrs. Triston Collier
UW
GPA 3.57

Staff

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COURSE
PROF.
Staff
TYPE
Class Notes
PAGES
1
WORDS
KARMA
25 ?

## Popular in Statistics

This 1 page Class Notes was uploaded by Mrs. Triston Collier on Thursday September 17, 2015. The Class Notes belongs to STAT 710 at University of Wisconsin - Madison taught by Staff in Fall. Since its upload, it has received 11 views. For similar materials see /class/205090/stat-710-university-of-wisconsin-madison in Statistics at University of Wisconsin - Madison.

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Date Created: 09/17/15
TA Yuan Jiang Email jiangy statwiscedu STAT 710 Discussion 5 February 127 2008 Example 1 Consider the linear model with observed vector X having dis tribution NnZ 7z721n7 where Z is an n gtlt p known rnatrix7 p lt 717 B 6 RP and 02 gt 07 and the estimation of ll under the squared error loss7 were l E Show that the LSE VB is rninirnax if 02 is known Example 2 Let X be an observation from the Poisson distribution with unknown mean 6 gt 0 Consider the estimation of 6 under the squared error loss i Show that supe RT6 00 for any estirnator T TX7 where RT6 is the risk of T ii Let S aX b a E 727 b E Show that 0 is admissible estimator of 6 within S Example 3 Let X1L7 7X be a random sample from the exponential distribution on 0700 with unknown mean 6 gt 0 and X be the sample mean Show that 71X 1 is an admissible estimator of 6 under the squared error loss for any b 2 0 and that nXn 1 is a rninirnax estimator of 6 under the loss function L67a a 7 6262 Of ce 1275A M80 1 Phone 262 1577

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